Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
26,070 |
25,985 |
-85 |
-0.3% |
26,210 |
High |
26,225 |
26,170 |
-55 |
-0.2% |
28,335 |
Low |
25,390 |
25,575 |
185 |
0.7% |
25,390 |
Close |
25,700 |
25,735 |
35 |
0.1% |
25,700 |
Range |
835 |
595 |
-240 |
-28.7% |
2,945 |
ATR |
965 |
938 |
-26 |
-2.7% |
0 |
Volume |
6,918 |
4,758 |
-2,160 |
-31.2% |
47,741 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,612 |
27,268 |
26,062 |
|
R3 |
27,017 |
26,673 |
25,899 |
|
R2 |
26,422 |
26,422 |
25,844 |
|
R1 |
26,078 |
26,078 |
25,790 |
25,953 |
PP |
25,827 |
25,827 |
25,827 |
25,764 |
S1 |
25,483 |
25,483 |
25,680 |
25,358 |
S2 |
25,232 |
25,232 |
25,626 |
|
S3 |
24,637 |
24,888 |
25,571 |
|
S4 |
24,042 |
24,293 |
25,408 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,310 |
33,450 |
27,320 |
|
R3 |
32,365 |
30,505 |
26,510 |
|
R2 |
29,420 |
29,420 |
26,240 |
|
R1 |
27,560 |
27,560 |
25,970 |
27,018 |
PP |
26,475 |
26,475 |
26,475 |
26,204 |
S1 |
24,615 |
24,615 |
25,430 |
24,073 |
S2 |
23,530 |
23,530 |
25,160 |
|
S3 |
20,585 |
21,670 |
24,890 |
|
S4 |
17,640 |
18,725 |
24,080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,335 |
25,390 |
2,945 |
11.4% |
1,264 |
4.9% |
12% |
False |
False |
9,836 |
10 |
28,335 |
25,390 |
2,945 |
11.4% |
972 |
3.8% |
12% |
False |
False |
7,766 |
20 |
30,535 |
25,390 |
5,145 |
20.0% |
856 |
3.3% |
7% |
False |
False |
4,426 |
40 |
32,705 |
25,390 |
7,315 |
28.4% |
806 |
3.1% |
5% |
False |
False |
2,530 |
60 |
32,705 |
25,250 |
7,455 |
29.0% |
884 |
3.4% |
7% |
False |
False |
1,698 |
80 |
32,705 |
25,250 |
7,455 |
29.0% |
844 |
3.3% |
7% |
False |
False |
1,274 |
100 |
32,705 |
25,250 |
7,455 |
29.0% |
851 |
3.3% |
7% |
False |
False |
1,020 |
120 |
32,705 |
24,635 |
8,070 |
31.4% |
847 |
3.3% |
14% |
False |
False |
850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,699 |
2.618 |
27,728 |
1.618 |
27,133 |
1.000 |
26,765 |
0.618 |
26,538 |
HIGH |
26,170 |
0.618 |
25,943 |
0.500 |
25,873 |
0.382 |
25,802 |
LOW |
25,575 |
0.618 |
25,207 |
1.000 |
24,980 |
1.618 |
24,612 |
2.618 |
24,017 |
4.250 |
23,046 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
25,873 |
26,548 |
PP |
25,827 |
26,277 |
S1 |
25,781 |
26,006 |
|